Pages that link to "Item:Q2790484"
From MaRDI portal
The following pages link to General equilibrium asset pricing under regime switching (Q2790484):
Displaying 7 items.
- Asset pricing for general processes (Q804457) (← links)
- On equilibrium prices in continuous time (Q972875) (← links)
- Asset allocation under multivariate regime switching (Q1027430) (← links)
- Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295) (← links)
- Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model (Q3329165) (← links)
- Asset Prices With Regime-Switching Variance Gamma Dynamics (Q3631201) (← links)
- Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions (Q4648515) (← links)